# -------------------------------------------------------------------------------------------------
#  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
#  https://nautechsystems.io
#
#  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
#  You may not use this file except in compliance with the License.
#  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
#
#  Unless required by applicable law or agreed to in writing, software
#  distributed under the License is distributed on an "AS IS" BASIS,
#  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
#  See the License for the specific language governing permissions and
#  limitations under the License.
# -------------------------------------------------------------------------------------------------

from typing import Any
from typing import Callable

from cpython.datetime cimport datetime
from libc.stdint cimport uint64_t

from nautilus_trader.core.correctness cimport Condition
from nautilus_trader.core.uuid cimport UUID4
from nautilus_trader.model.book cimport OrderBook
from nautilus_trader.model.data cimport Bar
from nautilus_trader.model.data cimport BarType
from nautilus_trader.model.data cimport DataType
from nautilus_trader.model.data cimport FundingRateUpdate
from nautilus_trader.model.data cimport IndexPriceUpdate
from nautilus_trader.model.data cimport InstrumentClose
from nautilus_trader.model.data cimport InstrumentStatus
from nautilus_trader.model.data cimport MarkPriceUpdate
from nautilus_trader.model.data cimport OrderBookDelta
from nautilus_trader.model.data cimport OrderBookDeltas
from nautilus_trader.model.data cimport OrderBookDepth10
from nautilus_trader.model.data cimport QuoteTick
from nautilus_trader.model.data cimport TradeTick
from nautilus_trader.model.identifiers cimport InstrumentId
from nautilus_trader.model.instruments.base cimport Instrument


cdef class DataCommand(Command):
    """
    The base class for all data commands.

    Parameters
    ----------
    data_type : type
        The data type for the command.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the command.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    Warnings
    --------
    This class should not be used directly, but through a concrete subclass.
    """

    def __init__(
        self,
        DataType data_type not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        Condition.is_true(client_id or venue, "Both `client_id` and `venue` were None")
        super().__init__(command_id, ts_init)

        self.data_type = data_type
        self.client_id = client_id
        self.venue = venue
        self.params = params or {}

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"data_type={self.data_type}{form_params_str(self.params)})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"data_type={self.data_type}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class SubscribeData(DataCommand):
    """
    Represents a command to subscribe to data.

    Parameters
    ----------
    data_type : type
        The data type for the subscription.
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        DataType data_type not None,
        InstrumentId instrument_id: InstrumentId | None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        if instrument_id is not None:
            # for a unique type in such usage: self._add_subscription(command.data_type)
            metadata = data_type.metadata.copy()
            metadata["instrument_id"] = instrument_id
            data_type = DataType(data_type.type, metadata)

        super().__init__(
            data_type,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )
        self.instrument_id = instrument_id

    def to_request(
        self,
        datetime start: datetime | None,
        datetime end: datetime | None,
        callback not None: Callable[[Any], None],
    ) -> RequestData:
        """
        Convert this subscribe message to a request message.

        Parameters
        ----------
        start : datetime
            The start datetime (UTC) of request time range (inclusive).
        end : datetime
            The end datetime (UTC) of request time range.
            The inclusiveness depends on individual data client implementation.
        callback : Callable[[Any], None]
            The delegate to call with the data.

        Returns
        -------
        RequestQuoteTicks
            The converted request message.
        """
        params = self.params.copy() if self.params else {}
        params["subscription_name"] = f"{self.data_type.type.__name__}.{self.instrument_id}"

        return RequestData(
            data_type=self.data_type,
            instrument_id=self.instrument_id,
            start=start,
            end=end,
            limit=0,
            client_id=self.client_id,
            venue=self.venue,
            callback=callback,
            request_id=self.id,
            ts_init=self.ts_init,
            params=params,
        )


cdef class SubscribeInstruments(SubscribeData):
    """
    Represents a command to subscribe to all instruments of a venue.

    Parameters
    ----------
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(Instrument),
            None,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )

    def to_request(
        self,
        datetime start: datetime | None,
        datetime end: datetime | None,
        callback not None: Callable[[Any], None],
    ) -> RequestInstruments:
        """
        Convert this subscribe message to a request message.

        Parameters
        ----------
        start : datetime
            The start datetime (UTC) of request time range (inclusive).
        end : datetime
            The end datetime (UTC) of request time range.
            The inclusiveness depends on individual data client implementation.
        callback : Callable[[Any], None]
            The delegate to call with the data.

        Returns
        -------
        RequestInstruments
            The converted request message.
        """
        params = self.params.copy() if self.params else {}
        params["subscription_name"] = f"subscribe_instruments"

        return RequestInstruments(
            start=start,
            end=end,
            client_id=self.client_id,
            venue=self.venue,
            callback=callback,
            request_id=self.id,
            ts_init=self.ts_init,
            params=params,
        )


cdef class SubscribeInstrument(SubscribeData):
    """
    Represents a command to subscribe to an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(Instrument),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class SubscribeOrderBook(SubscribeData):
    """
    Represents a command to subscribe to order book deltas for an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    data_type : DataType, {``OrderBookDeltas``, ``OrderBookDepth10``}
        The data type for book updates.
    book_type : BookType
        The order book type.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    depth : int, optional, default 0
        The maximum depth for the subscription.
    managed: bool, optional, default True
        If an order book should be managed by the data engine based on the subscribed feed.
    interval_ms : int, default 0 (no interval snapshots)
        The interval (milliseconds) between snapshots.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).
    ValueError
        If `interval_ms` is negative (< 0).
    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        type book_data_type,
        BookType book_type,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        int depth = 0,
        bint managed = True,
        int interval_ms = 0,
        dict[str, object] params: dict | None = None,
    ) -> None:
        Condition.is_true(
            book_data_type in (OrderBookDelta, OrderBookDepth10),
            f"`book_data_type` must be `OrderBookDelta` or `OrderBookDepth10`, was {book_data_type}",
        )
        Condition.not_negative_int(interval_ms, "interval_ms")
        super().__init__(
            DataType(book_data_type),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )
        self.book_type = book_type
        self.depth = depth
        self.managed = managed
        self.interval_ms = interval_ms

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"data_type={self.data_type}, "
            f"book_type={self.book_type}, "
            f"depth={self.depth}, "
            f"managed={self.managed}, "
            f"interval_ms={self.interval_ms}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"data_type={self.data_type}, "
            f"book_type={self.book_type}, "
            f"depth={self.depth}, "
            f"managed={self.managed}, "
            f"interval_ms={self.interval_ms}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )

    def to_request(
        self,
        datetime start: datetime | None,
        datetime end: datetime | None,
        callback not None: Callable[[Any], None],
    ) -> RequestOrderBookDepth:
        """
        Convert this subscribe message to a request message.

        Parameters
        ----------
        start : datetime
            The start datetime (UTC) of request time range (inclusive).
        end : datetime
            The end datetime (UTC) of request time range.
            The inclusiveness depends on individual data client implementation.
        callback : Callable[[Any], None]
            The delegate to call with the data.

        Returns
        -------
        RequestOrderBookDepth
            The converted request message.
        """
        if self.data_type.type != OrderBookDepth10:
            raise ValueError(
                f"Cannot convert SubscribeOrderBook with data_type {self.data_type.type} to RequestOrderBookDepth. "
                f"Only OrderBookDepth10 subscriptions can be converted to historical requests."
            )

        params = self.params.copy() if self.params else {}
        params["subscription_name"] = f"{self.data_type.type.__name__}.{self.instrument_id}"

        return RequestOrderBookDepth(
            instrument_id=self.instrument_id,
            start=start,
            end=end,
            limit=0,
            depth=self.depth if self.depth > 0 else 10,
            client_id=self.client_id,
            venue=self.venue,
            callback=callback,
            request_id=self.id,
            ts_init=self.ts_init,
            params=params,
        )


cdef class SubscribeQuoteTicks(SubscribeData):
    """
    Represents a command to subscribe to quote ticks.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(QuoteTick),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )

    def to_request(
        self,
        datetime start: datetime | None,
        datetime end: datetime | None,
        callback not None: Callable[[Any], None],
    ) -> RequestQuoteTicks:
        """
        Convert this subscribe message to a request message.

        Parameters
        ----------
        start : datetime
            The start datetime (UTC) of request time range (inclusive).
        end : datetime
            The end datetime (UTC) of request time range.
            The inclusiveness depends on individual data client implementation.
        callback : Callable[[Any], None]
            The delegate to call with the data.

        Returns
        -------
        RequestQuoteTicks
            The converted request message.
        """
        params = self.params.copy() if self.params else {}
        params["subscription_name"] = f"{self.data_type.type.__name__}.{self.instrument_id}"

        return RequestQuoteTicks(
            instrument_id=self.instrument_id,
            start=start,
            end=end,
            limit=0,
            client_id=self.client_id,
            venue=self.venue,
            callback=callback,
            request_id=self.id,
            ts_init=self.ts_init,
            params=params,
        )


cdef class SubscribeTradeTicks(SubscribeData):
    """
    Represents a command to subscribe to trade ticks.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(MarkPriceUpdate),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )

    def to_request(
        self,
        datetime start: datetime | None,
        datetime end: datetime | None,
        callback not None: Callable[[Any], None],
    ) -> RequestTradeTicks:
        """
        Convert this subscribe message to a request message.

        Parameters
        ----------
        start : datetime
            The start datetime (UTC) of request time range (inclusive).
        end : datetime
            The end datetime (UTC) of request time range.
            The inclusiveness depends on individual data client implementation.
        callback : Callable[[Any], None]
            The delegate to call with the data.

        Returns
        -------
        RequestTradeTicks
            The converted request message.
        """
        params = self.params.copy() if self.params else {}
        params["subscription_name"] = f"{self.data_type.type.__name__}.{self.instrument_id}"

        return RequestTradeTicks(
            instrument_id=self.instrument_id,
            start=start,
            end=end,
            limit=0,
            client_id=self.client_id,
            venue=self.venue,
            callback=callback,
            request_id=self.id,
            ts_init=self.ts_init,
            params=params,
        )


cdef class SubscribeMarkPrices(SubscribeData):
    """
    Represents a command to subscribe to mark prices.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(IndexPriceUpdate),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class SubscribeIndexPrices(SubscribeData):
    """
    Represents a command to subscribe to index prices.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(FundingRateUpdate),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class SubscribeFundingRates(SubscribeData):
    """
    Represents a command to subscribe to funding rates.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(MarkPriceUpdate),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class SubscribeBars(SubscribeData):
    """
    Represents a command to subscribe to bars for an instrument.

    Parameters
    ----------
    bar_type : BarType
        The bar type for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        BarType bar_type not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(Bar),
            None,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )
        self.bar_type = bar_type

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"bar_type={self.bar_type}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"bar_type={self.bar_type}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )

    def to_request(
        self,
        datetime start: datetime | None,
        datetime end: datetime | None,
        callback not None: Callable[[Any], None],
    ) -> RequestBars:
        """
        Convert this subscribe message to a request message.

        Parameters
        ----------
        start : datetime
            The start datetime (UTC) of request time range (inclusive).
        end : datetime
            The end datetime (UTC) of request time range.
            The inclusiveness depends on individual data client implementation.
        callback : Callable[[Any], None]
            The delegate to call with the data.

        Returns
        -------
        RequestBars
            The converted request message.
        """
        params = self.params.copy() if self.params else {}
        params["subscription_name"] = f"{self.bar_type}"

        return RequestBars(
            bar_type=self.bar_type,
            start=start,
            end=end,
            limit=0,
            client_id=self.client_id,
            venue=self.venue,
            callback=callback,
            request_id=self.id,
            ts_init=self.ts_init,
            params=params,
        )


cdef class SubscribeInstrumentStatus(SubscribeData):
    """
    Represents a command to subscribe to the status of an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(InstrumentStatus),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class SubscribeInstrumentClose(SubscribeData):
    """
    Represents a command to subscribe to the close of an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(InstrumentClose),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class UnsubscribeData(DataCommand):
    """
    Represents a command to unsubscribe to data.

    Parameters
    ----------
    data_type : type
        The data type for the subscription.
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        DataType data_type not None,
        InstrumentId instrument_id: InstrumentId | None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        if instrument_id is not None:
            # for a unique type in such usage: self._add_subscription(command.data_type)
            metadata = data_type.metadata.copy()
            metadata["instrument_id"] = instrument_id
            data_type = DataType(data_type.type, metadata)

        super().__init__(
            data_type,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )
        self.instrument_id = instrument_id


cdef class UnsubscribeInstruments(UnsubscribeData):
    """
    Represents a command to unsubscribe to all instruments.

    Parameters
    ----------
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(Instrument),
            None,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id})"
        )


cdef class UnsubscribeInstrument(UnsubscribeData):
    """
    Represents a command to unsubscribe to an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(Instrument),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class UnsubscribeOrderBook(UnsubscribeData):
    """
    Represents a command to unsubscribe from order book updates for an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    book_data_type : type, {``OrderBookDelta``, ``OrderBookDepth10``}
        The data type for book updates.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        type book_data_type,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        Condition.is_true(
            book_data_type in (OrderBookDelta, OrderBookDepth10),
            f"`book_data_type` must be `OrderBookDelta` or `OrderBookDepth10`, was {book_data_type}",
        )
        super().__init__(
            DataType(book_data_type),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"data_type={self.data_type}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"data_type={self.data_type}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class UnsubscribeQuoteTicks(UnsubscribeData):
    """
    Represents a command to unsubscribe from quote ticks for an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(QuoteTick),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class UnsubscribeTradeTicks(UnsubscribeData):
    """
    Represents a command to unsubscribe from trade ticks for an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(IndexPriceUpdate),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class UnsubscribeMarkPrices(UnsubscribeData):
    """
    Represents a command to unsubscribe from mark prices for an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(FundingRateUpdate),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class UnsubscribeIndexPrices(UnsubscribeData):
    """
    Represents a command to unsubscribe from index prices for an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(TradeTick),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class UnsubscribeFundingRates(UnsubscribeData):
    """
    Represents a command to unsubscribe from funding rates for an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(TradeTick),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class UnsubscribeBars(UnsubscribeData):
    """
    Represents a command to unsubscribe from bars for an instrument.

    Parameters
    ----------
    bar_type : BarType
        The bar type for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        BarType bar_type not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(Bar),
            None,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )
        self.bar_type = bar_type

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"bar_type={self.bar_type}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"bar_type={self.bar_type}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class UnsubscribeInstrumentStatus(UnsubscribeData):
    """
    Represents a command to unsubscribe from instrument status.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(InstrumentStatus),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class UnsubscribeInstrumentClose(UnsubscribeData):
    """
    Represents a command to unsubscribe from instrument close for an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the subscription.
    client_id : ClientId or ``None``
        The data client ID for the command.
    venue : Venue or ``None``
        The venue for the command.
    command_id : UUID4
        The command ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object], optional
        Additional parameters for the subscription.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        UUID4 command_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None = None,
    ) -> None:
        super().__init__(
            DataType(InstrumentClose),
            instrument_id,
            client_id,
            venue,
            command_id,
            ts_init,
            params,
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class RequestData(Request):
    """
    Represents a request for data.

    Parameters
    ----------
    data_type : type
        The data type for the request.
    instrument_id : InstrumentId
        The instrument ID for the request.
    start : datetime
        The start datetime (UTC) of request time range (inclusive).
    end : datetime
        The end datetime (UTC) of request time range.
        The inclusiveness depends on individual data client implementation.
    limit : int
        The limit on the amount of data to return for the request.
    client_id : ClientId or ``None``
        The data client ID for the request.
    venue : Venue or ``None``
        The venue for the request.
    callback : Callable[[Any], None]
        The delegate to call with the data.
    request_id : UUID4
        The request ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object]
        Additional parameters for the request.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        DataType data_type not None,
        InstrumentId instrument_id: InstrumentId | None,
        datetime start : datetime | None,
        datetime end : datetime | None,
        int limit,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        callback not None: Callable[[Any], None],
        UUID4 request_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None,
    ) -> None:
        Condition.is_true(client_id or venue, "Both `client_id` and `venue` were None")
        super().__init__(
            callback,
            request_id,
            ts_init,
        )
        self.data_type = data_type
        self.instrument_id = instrument_id
        self.start = start
        self.end = end
        self.limit = limit
        self.client_id = client_id
        self.venue = venue
        self.params = params or {}

    def with_dates(self, datetime start, datetime end, uint64_t ts_init):
        return RequestData(
            data_type=self.data_type,
            instrument_id=self.instrument_id,
            start=start,
            end=end,
            limit=self.limit,
            client_id=self.client_id,
            venue=self.venue,
            callback=self.callback,
            request_id=self.id,
            ts_init=ts_init,
            params=self.params.copy(),
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"data_type={self.data_type}{form_params_str(self.params)}, "
            f"instrument_id={self.instrument_id}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"limit={self.limit}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"data_type={self.data_type}{form_params_str(self.params)}, "
            f"instrument_id={self.instrument_id}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"limit={self.limit}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"callback={self.callback}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class RequestInstrument(RequestData):
    """
    Represents a request for an instrument.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the request.
    start : datetime
        The start datetime (UTC) of request time range (inclusive).
    end : datetime
        The end datetime (UTC) of request time range.
        The inclusiveness depends on individual data client implementation.
    client_id : ClientId or ``None``
        The data client ID for the request.
    venue : Venue or ``None``
        The venue for the request.
    callback : Callable[[Any], None]
        The delegate to call with the data.
    request_id : UUID4
        The request ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object]
        Additional parameters for the request.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        datetime start : datetime | None,
        datetime end : datetime | None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        callback not None: Callable[[Any], None],
        UUID4 request_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None,
    ) -> None:
        super().__init__(
            DataType(Instrument),
            instrument_id,
            start,
            end,
            0,
            client_id,
            venue,
            callback,
            request_id,
            ts_init,
            params
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"data_type={self.data_type}{form_params_str(self.params)})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"callback={self.callback}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class RequestInstruments(RequestData):
    """
    Represents a request for instruments.

    Parameters
    ----------
    start : datetime
        The start datetime (UTC) of request time range (inclusive).
    end : datetime
        The end datetime (UTC) of request time range.
        The inclusiveness depends on individual data client implementation.
    client_id : ClientId or ``None``
        The data client ID for the request.
    venue : Venue or ``None``
        The venue for the request.
    callback : Callable[[Any], None]
        The delegate to call with the data.
    request_id : UUID4
        The request ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object]
        Additional parameters for the request.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        datetime start : datetime | None,
        datetime end : datetime | None,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        callback not None: Callable[[Any], None],
        UUID4 request_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None,
    ) -> None:
        super().__init__(
            DataType(Instrument),
            None,
            start,
            end,
            0,
            client_id,
            venue,
            callback,
            request_id,
            ts_init,
            params,
        )

    def with_dates(self, datetime start, datetime end, uint64_t ts_init):
        return RequestInstruments(
            start=start,
            end=end,
            client_id=self.client_id,
            venue=self.venue,
            callback=self.callback,
            request_id=self.id,
            ts_init=ts_init,
            params=self.params.copy(),
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"start={self.start}, "
            f"end={self.end}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"data_type={self.data_type}{form_params_str(self.params)})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"start={self.start}, "
            f"end={self.end}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"callback={self.callback}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class RequestOrderBookSnapshot(RequestData):
    """
    Represents a request for an order book snapshot.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the request.
    limit : int
        The limit on the depth of the order book snapshot (default is None).
    client_id : ClientId or ``None``
        The data client ID for the request.
    venue : Venue or ``None``
        The venue for the request.
    callback : Callable[[Any], None]
        The delegate to call with the data.
    request_id : UUID4
        The request ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object]
        Additional parameters for the request.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        int limit,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        callback not None: Callable[[Any], None],
        UUID4 request_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None,
    ) -> None:
        super().__init__(
            DataType(OrderBookDeltas),
            instrument_id,
            None,
            None,
            limit,
            client_id,
            venue,
            callback,
            request_id,
            ts_init,
            params
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"limit={self.limit}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"data_type={self.data_type}{form_params_str(self.params)})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"limit={self.limit}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"callback={self.callback}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class RequestOrderBookDepth(RequestData):
    """
    Represents a request for historical `OrderBookDepth10` data.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the request.
    start : datetime
        The start datetime (UTC) of request time range (inclusive).
    end : datetime
        The end datetime (UTC) of request time range.
        The inclusiveness depends on individual data client implementation.
    limit : int
        The limit on the amount of depth snapshots received.
    depth : int
        The maximum depth for the order book depth data (default is 10).
    client_id : ClientId or ``None``
        The data client ID for the request.
    venue : Venue or ``None``
        The venue for the request.
    callback : Callable[[Any], None]
        The delegate to call with the data.
    request_id : UUID4
        The request ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object]
        Additional parameters for the request.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        datetime start : datetime | None,
        datetime end : datetime | None,
        int limit,
        int depth,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        callback not None: Callable[[Any], None],
        UUID4 request_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None,
    ) -> None:
        super().__init__(
            DataType(OrderBookDepth10),
            instrument_id,
            start,
            end,
            limit,
            client_id,
            venue,
            callback,
            request_id,
            ts_init,
            params
        )
        self.depth = depth

    def with_dates(self, datetime start, datetime end, uint64_t ts_init):
        return RequestOrderBookDepth(
            instrument_id=self.instrument_id,
            start=start,
            end=end,
            limit=self.limit,
            depth=self.depth,
            client_id=self.client_id,
            venue=self.venue,
            callback=self.callback,
            request_id=self.id,
            ts_init=ts_init,
            params=self.params.copy(),
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"limit={self.limit}, "
            f"depth={self.depth}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"data_type={self.data_type}{form_params_str(self.params)})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"limit={self.limit}, "
            f"depth={self.depth}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"callback={self.callback}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class RequestQuoteTicks(RequestData):
    """
    Represents a request for quote ticks.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the request.
    start : datetime
        The start datetime (UTC) of request time range (inclusive).
    end : datetime
        The end datetime (UTC) of request time range.
        The inclusiveness depends on individual data client implementation.
    limit : int
        The limit on the amount of quote ticks received.
    client_id : ClientId or ``None``
        The data client ID for the request.
    venue : Venue or ``None``
        The venue for the request.
    callback : Callable[[Any], None]
        The delegate to call with the data.
    request_id : UUID4
        The request ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object]
        Additional parameters for the request.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        datetime start : datetime | None,
        datetime end : datetime | None,
        int limit,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        callback not None: Callable[[Any], None],
        UUID4 request_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None,
    ) -> None:
        super().__init__(
            DataType(QuoteTick),
            instrument_id,
            start,
            end,
            limit,
            client_id,
            venue,
            callback,
            request_id,
            ts_init,
            params
        )

    def with_dates(self, datetime start, datetime end, uint64_t ts_init):
        return RequestQuoteTicks(
            instrument_id=self.instrument_id,
            start=start,
            end=end,
            limit=self.limit,
            client_id=self.client_id,
            venue=self.venue,
            callback=self.callback,
            request_id=self.id,
            ts_init=ts_init,
            params=self.params.copy(),
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"limit={self.limit}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"data_type={self.data_type}{form_params_str(self.params)})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"limit={self.limit}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"callback={self.callback}, "
            f"id={self.id}{form_params_str(self.params)})"
        )

cdef class RequestTradeTicks(RequestData):
    """
    Represents a request for trade ticks.

    Parameters
    ----------
    instrument_id : InstrumentId
        The instrument ID for the request.
    start : datetime
        The start datetime (UTC) of request time range (inclusive).
    end : datetime
        The end datetime (UTC) of request time range.
        The inclusiveness depends on individual data client implementation.
    limit : int
        The limit on the amount of trade ticks received.
    client_id : ClientId or ``None``
        The data client ID for the request.
    venue : Venue or ``None``
        The venue for the request.
    callback : Callable[[Any], None]
        The delegate to call with the data.
    request_id : UUID4
        The request ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object]
        Additional parameters for the request.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        InstrumentId instrument_id not None,
        datetime start : datetime | None,
        datetime end : datetime | None,
        int limit,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        callback not None: Callable[[Any], None],
        UUID4 request_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None,
    ) -> None:
        super().__init__(
            DataType(TradeTick),
            instrument_id,
            start,
            end,
            limit,
            client_id,
            venue,
            callback,
            request_id,
            ts_init,
            params
        )

    def with_dates(self, datetime start, datetime end, uint64_t ts_init):
        return RequestTradeTicks(
            instrument_id=self.instrument_id,
            start=start,
            end=end,
            limit=self.limit,
            client_id=self.client_id,
            venue=self.venue,
            callback=self.callback,
            request_id=self.id,
            ts_init=ts_init,
            params=self.params.copy(),
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"limit={self.limit}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"data_type={self.data_type}{form_params_str(self.params)})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"instrument_id={self.instrument_id}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"limit={self.limit}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"callback={self.callback}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class RequestBars(RequestData):
    """
    Represents a request for bars.

    Parameters
    ----------
    bar_type : BarType
        The bar type for the request.
    start : datetime
        The start datetime (UTC) of request time range (inclusive).
    end : datetime
        The end datetime (UTC) of request time range.
        The inclusiveness depends on individual data client implementation.
    limit : int
        The limit on the amount of bars received.
    client_id : ClientId or ``None``
        The data client ID for the request.
    venue : Venue or ``None``
        The venue for the request.
    callback : Callable[[Any], None]
        The delegate to call with the data.
    request_id : UUID4
        The request ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    params : dict[str, object]
        Additional parameters for the request.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
        self,
        BarType bar_type not None,
        datetime start : datetime | None,
        datetime end : datetime | None,
        int limit,
        ClientId client_id: ClientId | None,
        Venue venue: Venue | None,
        callback not None: Callable[[Any], None],
        UUID4 request_id not None,
        uint64_t ts_init,
        dict[str, object] params: dict | None,
    ) -> None:
        super().__init__(
            DataType(Bar),
            None,
            start,
            end,
            limit,
            client_id,
            venue,
            callback,
            request_id,
            ts_init,
            params
        )
        self.bar_type = bar_type

    def with_dates(self, datetime start, datetime end, uint64_t ts_init):
        return RequestBars(
            bar_type=self.bar_type,
            start=start,
            end=end,
            limit=self.limit,
            client_id=self.client_id,
            venue=self.venue,
            callback=self.callback,
            request_id=self.id,
            ts_init=ts_init,
            params=self.params.copy(),
        )

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"bar_type={self.bar_type}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"limit={self.limit}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"data_type={self.data_type}{form_params_str(self.params)})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"bar_type={self.bar_type}, "
            f"start={self.start}, "
            f"end={self.end}, "
            f"limit={self.limit}, "
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"callback={self.callback}, "
            f"id={self.id}{form_params_str(self.params)})"
        )


cdef class DataResponse(Response):
    """
    Represents a response with data.

    Parameters
    ----------
    client_id : ClientId or ``None``
        The data client ID of the response.
    venue : Venue or ``None``
        The venue for the response.
    data_type : type
        The data type of the response.
    data : object
        The data of the response.
    correlation_id : UUID4
        The correlation ID.
    response_id : UUID4
        The response ID.
    ts_init : uint64_t
        UNIX timestamp (nanoseconds) when the object was initialized.
    start : datetime
        The start datetime (UTC) of response time range (inclusive).
    end : datetime
        The end datetime (UTC) of response time range (inclusive).
    params : dict[str, object], optional
        Additional parameters for the response.

    Raises
    ------
    ValueError
        If both `client_id` and `venue` are both ``None`` (not enough routing info).

    """

    def __init__(
            self,
            ClientId client_id: ClientId | None,
            Venue venue: Venue | None,
            DataType data_type,
            data not None,
            UUID4 correlation_id not None,
            UUID4 response_id not None,
            uint64_t ts_init,
            datetime start,
            datetime end,
            dict[str, object] params: dict | None = None,
    ) -> None:
        Condition.is_true(client_id or venue, "Both `client_id` and `venue` were None")
        super().__init__(
            correlation_id,
            response_id,
            ts_init,
        )

        self.client_id = client_id
        self.venue = venue
        self.data_type = data_type
        self.data = data
        self.start = start
        self.end = end
        self.params = params or {}

    def __str__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"data_type={self.data_type})"
        )

    def __repr__(self) -> str:
        return (
            f"{type(self).__name__}("
            f"client_id={self.client_id}, "
            f"venue={self.venue}, "
            f"data_type={self.data_type}, "
            f"correlation_id={self.correlation_id}, "
            f"id={self.id}{form_params_str(self.params)})"
        )
